✦ LIBER ✦

Returns From the Indexed Mortgage: an Option Pricing Model Approach

✍ Scribed by C.W.R. Ward

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

New method to option pricing for the gen

✍ Yan Hai-feng; Liu San-yang 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 481 KB

A GARCH model of the implied volatility

✍ Michael Sabbatini; Oliver Linton 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 166 KB

How important is the correlation between

✍ Saikat Nandi 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 235 KB

The role of credit constraints and gover

✍ Ashok K. Mishra; Charles B. Moss; Kenneth W. Erickson 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 206 KB

Using a Real-Options Approach to Model T

✍ LUKE REEDMAN; PAUL GRAHAM; PETER COOMBES 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 130 KB

Underlying dynamics of typical fluctuati

✍ Renato Vicente; Charles M. de Toledo; Vitor B.P. Leite; Nestor Caticha 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 675 KB